+465.4%
AXP vs SPYG
+410.8%
+54.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | -6.5% | -0.4% | -6.1% | -6.2% |
| 3M | +4.6% | +0.5% | +4.1% | +3.5% |
| 6M | +5.4% | +17.5% | -12.0% | -10.6% |
| YTD | -11.1% | +14.3% | -25.5% | -22.6% |
| 1Y | -0.3% | +21.7% | -22.0% | -18.7% |
| 3Y | +111.6% | +98.6% | +13.0% | +5.4% |
| 5Y | +117.6% | +85.1% | +32.5% | +15.0% |
| All | +465.4% | +410.8% | +54.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling